Net return 222.1% · drawdown 35.2% · 19 closed positions
Searching for profit that survives costs
10,790 unique configurations in this batch; 66 finalists received full and recent stress replays. Starting cash: ৳100,000. Data through 2026-10-13. Compute: local connected computer.
Full historical period: 2009-11-16 → 2026-10-13 (16.9 years). Selected finalist annualized return: 7.2%. This annualized figure describes the historical raw-price simulation.
Selection used earlier periods; 2024–2026 was replayed afterward. That period was already exposed in earlier research, so it is not a pristine holdout. No global maximum across all possible strategies has been established. Corporate-action adjustments remain incomplete.
Choose profit with more trades
Jump to the highest historical NAV that meets a minimum completed-position count. The saved frontier covers this trade-off.
Profit versus completed positions
Each dot is a finalist. Horizontal = full-history completed positions; vertical = full-history net return. Select a dot to inspect it.
Teal: positive recent stress return. Rose: zero or negative recent stress return.
#45 · Kalman milestone + Flow: NVI
Net return -3.9% · drawdown 39.7% · 4 closed positions
Net return -8.7% · drawdown 42.4% · 4 closed positions
Variant 2; fixed stop 8.0%; maximum 120 sessions; gate EMA 50; fresh signal only; exit stop/time only; trailing arms at 0.0%, distance 4.5%; partial sale at 0.0% (0 = off).
Account reconciliation
Cash৳322,112
Unsettled৳0
Holdings৳0
NAV৳322,112
Realized P&L৳222,112
Unrealized P&L৳0
Fees৳39,884
Friction৳20,528
NAV = cash + unsettled proceeds + marked holdings. Maximum reconciliation error: ৳1.16e-10. Normal replay: 0.44% commission plus 0.2% base friction per side, modeled impact and T+3. Stress doubles commission/base friction and uses T+5. These are research assumptions.
All fills for finalist #45
45 fills, including partial sales. Page 1.
| Date | Side | Shares | Price | Fees | Friction | Cash flow | Realized P&L |
|---|---|---|---|---|---|---|---|
| 2010-12-23 | BUY | 376 | 263.8 | 436.43 | 199.91 | -99,825.14 | 0 |
| 2011-01-03 | SELL | 376 | 242.2 | 400.7 | 183.23 | 90,483.28 | -9,341.86 |
| 2011-07-12 | BUY | 517 | 174 | 395.82 | 182.67 | -90,536.48 | 0 |
| 2011-09-19 | SELL | 517 | 160.08 | 364.15 | 169.2 | 82,228.01 | -8,308.47 |
| 2011-10-30 | BUY | 527 | 155.2 | 359.88 | 166.68 | -82,316.96 | 0 |
| 2012-04-30 | SELL | 527 | 214.7 | 497.85 | 227.97 | 112,421.08 | 30,104.13 |
| 2013-02-10 | BUY | 663 | 168.3 | 490.96 | 236.75 | -112,310.62 | 0 |
| 2013-02-25 | SELL | 663 | 150.6 | 439.33 | 207.56 | 99,200.91 | -13,109.71 |
| 2013-05-15 | BUY | 637 | 154.7 | 433.59 | 221.24 | -99,198.73 | 0 |
| 2013-11-19 | SELL | 637 | 206.5 | 578.78 | 273.51 | 130,688.21 | 31,489.48 |
| 2013-11-26 | BUY | 649 | 200 | 571.12 | 266.08 | -130,637.2 | 0 |
| 2014-05-27 | SELL | 649 | 266 | 759.59 | 353.42 | 171,520.99 | 40,883.79 |
| 2014-06-08 | BUY | 600 | 284 | 749.76 | 348.74 | -171,498.5 | 0 |
| 2014-12-10 | SELL | 600 | 365 | 963.6 | 460.32 | 217,576.08 | 46,077.58 |
| 2015-12-02 | BUY | 798 | 271.1 | 951.89 | 491.37 | -217,781.05 | 0 |
| 2016-03-02 | SELL | 798 | 244.1 | 857.08 | 430.9 | 193,503.82 | -24,277.23 |
| 2016-11-21 | BUY | 669 | 287.1 | 845.11 | 413.49 | -193,328.5 | 0 |
| 2017-05-16 | SELL | 669 | 332 | 977.28 | 497.65 | 220,633.08 | 27,304.58 |
| 2017-07-11 | BUY | 629 | 348.3 | 963.96 | 460.6 | -220,505.26 | 0 |
| 2018-01-03 | SELL | 629 | 481 | 1,331.22 | 646.17 | 300,571.62 | 80,066.36 |
| 2019-01-01 | BUY | 807 | 370 | 1,313.8 | 711.2 | -300,615 | 0 |
| 2019-05-14 | SELL | 807 | 340.4 | 1,208.69 | 628.67 | 272,865.44 | -27,749.56 |
| 2020-07-26 | BUY | 1,081 | 251 | 1,193.86 | 597.83 | -273,122.69 | 0 |
| 2021-01-18 | SELL | 1,081 | 377 | 1,793.16 | 891.89 | 404,851.95 | 131,729.26 |
| 2021-01-31 | BUY | 1,058 | 380 | 1,768.98 | 874.8 | -404,683.77 | 0 |
| 2021-02-22 | SELL | 1,058 | 349.6 | 1,627.46 | 817.56 | 367,431.78 | -37,251.99 |
| 2021-05-12 | BUY | 1,054 | 346.2 | 1,605.54 | 895.74 | -367,396.07 | 0 |
| 2021-11-16 | SELL | 740 | 361.9 | 1,178.35 | 624.37 | 266,003.28 | 8,059.17 |
| 2021-11-17 | SELL | 314 | 361 | 498.76 | 243.84 | 112,611.41 | 3,159.45 |
| 2022-01-13 | BUY | 1,023 | 357.1 | 1,607.38 | 916.77 | -367,837.45 | 0 |
| 2022-03-03 | SELL | 937 | 328.53 | 1,354.47 | 759.37 | 305,720.64 | -31,194.01 |
| 2022-03-06 | SELL | 86 | 333 | 126.01 | 58.42 | 28,453.57 | -2,469.23 |
| 2024-06-27 | BUY | 1,072 | 236.2 | 1,114.11 | 638.48 | -254,958.99 | 0 |
| 2024-12-30 | SELL | 1,072 | 320.1 | 1,509.85 | 803.78 | 340,833.58 | 85,874.59 |
| 2025-09-03 | BUY | 868 | 311.5 | 1,189.68 | 621.47 | -272,193.15 | 0 |
| 2025-10-19 | SELL | 265 | 286.58 | 334.15 | 171.66 | 75,437.89 | -7,662.56 |
| 2025-10-20 | SELL | 246 | 287.1 | 310.76 | 158.35 | 70,157.5 | -6,984.8 |
| 2025-10-21 | SELL | 357 | 290 | 455.53 | 244.27 | 102,830.19 | -9,120.22 |
| 2026-02-16 | BUY | 1,455 | 278 | 1,779.76 | 972.13 | -407,241.88 | 0 |
| 2026-03-05 | SELL | 1,292 | 245.3 | 1,394.48 | 723.65 | 314,809.47 | -46,810.13 |
| 2026-03-08 | SELL | 163 | 245.9 | 176.36 | 81.64 | 39,823.7 | -5,798.58 |
| 2026-06-22 | BUY | 1,367 | 257.5 | 1,548.81 | 878.05 | -354,429.36 | 0 |
| 2026-09-14 | SELL | 831 | 236.9 | 866.2 | 488.84 | 195,508.86 | -19,948.93 |
| 2026-09-15 | SELL | 477 | 237 | 497.42 | 258.46 | 112,293.13 | -11,381.2 |
| 2026-09-16 | SELL | 59 | 240 | 62.3 | 28.85 | 14,068.85 | -1,228.4 |